Approach #2 for the week of expiry As seen in the chart last days are the speediest when it comes to theta decay. So, generally one may write Options with a stop loss. It’s best not to keep the ...

Charting, Price Performance, News & Related Contracts.

LLY is reporting earnings tomorrow and the options market predicts major moves. PFP system shows bullish positioning and ...

Theta measures the rate of an option's time decay, quantifying how much an option's price is expected to decrease as it nears expiration, assuming other factors stay constant. Generally ...

From delta, which measures an option's sensitivity to changes in the underlying asset's price, to theta, which quantifies the impact of time decay, each Greek measures an element of options pricing.

Given this setup, the market is likely to consolidate within this range, making a Short Strangle strategy an ideal choice to capitalize on time decay (Theta decay). >> This strategy offers the ...

Theta measures the relationship between the value of the option and the time left until it expires, or what we call time decay. As we explained above, the distance between the start of the ...

"We have seen the creation of financial products that dig into the worst part of human psychology." ...

However, the same can be applied to the stocks with their respective chart of IV of the option closest to the current market price. As a proxy of IV for Nifty we are using India VIX. India VIX can ...